+1,592.1%
ACN vs TJX
+3,908.2%
-2,316.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.9% |
| 7D | -6.3% | -4.0% | -2.4% | -4.8% |
| 30D | -1.4% | -20.3% | +19.0% | +7.9% |
| 3M | +2.6% | -23.3% | +25.8% | +14.1% |
| 6M | -14.3% | -19.7% | +5.4% | -6.7% |
| YTD | -33.1% | -17.1% | -16.0% | -28.2% |
| 1Y | -28.8% | -8.8% | -20.0% | -26.5% |
| 3Y | -43.0% | +43.4% | -86.3% | -51.2% |
| 5Y | -44.0% | +95.2% | -139.2% | -58.2% |
| 10Y | +88.5% | +288.1% | -199.5% | +3.9% |
| All | +1,592.1% | +3,908.2% | -2,316.0% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TJX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling